QuantLib_YYGenericCPI

Langue: en

Version: 373594 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

QuantLib::YYGenericCPI -

Genuine year-on-year Generic CPI (i.e. not a ratio).

SYNOPSIS


#include <ql/experimental/inflation/genericindexes.hpp>

Inherits QuantLib::YoYInflationIndex.

Public Member Functions


YYGenericCPI (Frequency frequency, bool revised, bool interpolated, const Period &lag, const Currency &ccy, const Handle< YoYInflationTermStructure > &ts=Handle< YoYInflationTermStructure >())

Detailed Description

Genuine year-on-year Generic CPI (i.e. not a ratio).

Author

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